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Soc. Generale Put 80 BMY 21.06.20.../  DE000SQ6K9W9  /

EUWAX
2024-06-05  8:26:20 AM Chg.+0.01 Bid9:11:01 PM Ask9:11:01 PM Underlying Strike price Expiration date Option type
3.49EUR +0.29% 3.57
Bid Size: 175,000		 3.58
Ask Size: 175,000		 Bristol Myers Squibb... 80.00 USD 2024-06-21 Put
 

Master data

WKN: SQ6K9W
Issuer: Société Générale
Currency: EUR
Underlying: Bristol Myers Squibb Co
Type: Warrant
Option type: Put
Strike price: 80.00 USD
Maturity: 2024-06-21
Issue date: 2022-12-20
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -1.09
Leverage: Yes

Calculated values

Fair value: 3.52
Intrinsic value: 3.52
Implied volatility: 1.59
Historic volatility: 0.19
Parity: 3.52
Time value: 0.00
Break-even: 38.32
Moneyness: 1.92
Premium: 0.00
Premium p.a.: 0.03
Spread abs.: 0.01
Spread %: 0.28%
Delta: -0.96
Theta: -0.02
Omega: -1.05
Rho: -0.03
 

Quote data

Open: 3.49
High: 3.49
Low: 3.49
Previous Close: 3.48
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.86%
1 Month  
+4.80%
3 Months  
+31.70%
YTD  
+33.72%
1 Year  
+160.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.65 3.48
1M High / 1M Low: 3.65 3.21
6M High / 6M Low: 3.65 2.31
High (YTD): 2024-05-30 3.65
Low (YTD): 2024-03-13 2.31
52W High: 2024-05-30 3.65
52W Low: 2023-06-19 1.32
Avg. price 1W:   3.59
Avg. volume 1W:   0.00
Avg. price 1M:   3.40
Avg. volume 1M:   0.00
Avg. price 6M:   2.83
Avg. volume 6M:   0.00
Avg. price 1Y:   2.38
Avg. volume 1Y:   0.00
Volatility 1M:   24.73%
Volatility 6M:   36.24%
Volatility 1Y:   49.06%
Volatility 3Y:   -